The cure temperature of most (not all) coatings runs well into the heat treat temperatures of alloys that we would want to heat treat. PC cure time is based on time and temperature, and is flexible to some degree.
If you wish to avoid annealing already HT bullets, you can reduce your temperature and increase your bake time. If you wish to CAUSE hardening, extend your 400F bake time, maybe bump it a little or back off depending on exactly what you like to do, make sure the bullets are fully heat-soaked, and toss the whole pan/tray/basket into a bucket of water straight from the oven.
Quenching seems to have no effect on my Polyester TGIC powders, good or bad, but under-baking sure has a negative effect. The bullets need to be at "part metal temperature" for the required time. I generally see how long it takes for the flow to get going, then add 12-15 minutes for .22 cal, 18 minutes for .30, and 20-22 minutes for .45s.